-100.0%
FCEL vs TCOM
+2,658.7%
-2,758.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.3% | +20.1% | +19.2% |
| 7D | +4.0% | -7.6% | +11.6% | +6.6% |
| 30D | -13.1% | -12.2% | -0.8% | -9.6% |
| 3M | +14.6% | -14.2% | +28.8% | +18.7% |
| 6M | +133.7% | -25.0% | +158.7% | +152.4% |
| YTD | +143.0% | -43.7% | +186.6% | +185.9% |
| 1Y | +320.9% | -44.5% | +365.4% | +397.4% |
| 3Y | -58.9% | +13.4% | -72.3% | -63.2% |
| 5Y | -89.7% | +26.5% | -116.1% | -91.6% |
| 10Y | -99.1% | -10.3% | -88.8% | -99.2% |
| All | -100.0% | +2,658.7% | -2,758.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling